+24.0%
IJR vs NTNX
+0.3%
+23.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | -2.4% | +11.6% | -14.1% | -3.1% |
| 3M | +3.9% | +23.8% | -19.9% | +2.6% |
| 6M | +12.4% | +68.8% | -56.4% | +8.4% |
| YTD | +21.5% | +31.7% | -10.2% | +18.7% |
| 1Y | +24.0% | -0.9% | +24.9% | +25.3% |
| All | +24.0% | +0.3% | +23.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling